Sofr v. Bsby

Date Change Term SOFR 3/21/2024 5:57 Settles 1 Month 5.32941 0.0006 3 Month 5.31996 -0.00856 6 Month 5.24578 -0.02582 12 Month 5.03684 -0.04276 Term BSBY 3/21/2024 5:57 Settles 1 Month 5.36766 -0.00263 3 Month 5.38757 0.00002 6 Month 5.3971 0.00274 12 Month 5.3709...

Date Change Term SOFR 3/20/2024 6:06 Settles 1 Month 5.32882 0.0002 3 Month 5.32852 -0.00448 6 Month 5.2716 -0.00797 12 Month 5.0796 -0.01726 Term BSBY 3/20/2024 6:06 Settles 1 Month 5.36766 -0.00263 3 Month 5.38757 0.00002 6 Month 5.3971 0.00274 12 Month 5.3709...

Sofr v. Bsby

Date Change Term SOFR 3/19/2024 6:36 Settles 1 Month 5.32864 -0.0001 3 Month 5.333 0.00049 6 Month 5.27957 0.00443 12 Month 5.09686 0.01827 Term BSBY 3/19/2024 6:36 Settles 1 Month 5.37029 -0.00665 3 Month 5.38755 -0.00224 6 Month 5.39436 0.00801 12 Month 5.35931...

Sofr v. Bsby

Date Change Term SOFR 3/18/2024 6:14 Settles 1 Month 5.32875 0.0024 3 Month 5.33251 0.00283 6 Month 5.27514 0.00958 12 Month 5.07859 0.01908 Term BSBY 3/18/2024 6:14 Settles 1 Month 5.37694 0.00188 3 Month 5.38979 -0.00015 6 Month 5.38635 0.01815 12 Month 5.33893...

Sofr v. Bsby

Date Change Term SOFR 3/15/2024 6:00 Settles 1 Month 5.32632 -0.0004 3 Month 5.32968 0.00014 6 Month 5.26556 0.00879 12 Month 5.05951 0.02582 Term BSBY 3/15/2024 6:00 Settles 1 Month 5.37506 -0.01209 3 Month 5.38994 0.00960 6 Month 5.3682 0.02038 12 Month 5.31115...